+415.1%
AXP vs VTEB
+28.2%
+386.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -2.9% | +0.5% | -3.3% | -3.3% |
| 30D | +3.7% | +4.1% | -0.4% | -0.3% |
| 3M | -4.9% | -0.4% | -4.5% | -4.5% |
| 6M | +4.1% | -0.4% | +4.4% | +4.5% |
| YTD | -11.7% | +0.6% | -12.3% | -12.2% |
| 1Y | -11.7% | +0.8% | -12.5% | -12.3% |
| 3Y | +116.5% | +11.7% | +104.8% | +92.5% |
| 5Y | +89.5% | +3.8% | +85.7% | +81.9% |
| 10Y | +424.9% | +23.7% | +401.2% | +525.8% |
| All | +415.1% | +28.2% | +386.8% | +565.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VTEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling